While reading The Golden Compass, you would think Lord Azriel is out to save Lyra and become a true hero. When coming to the end of the story, it turns out he is a type of villian as well. The topic of Lord Azriel is opinionated but he does make certain decisions that make him an anti-hero but a villian at the same time. While captured, he does try and find out a way to destroy Dust. When Iorek defeats Iofur, Lord Azriel is released. Lyra then explains to Lord Azriel that she knows he is her father. While she is telling this information, he does not seem to get in depth with her about the subject. His mind is on defeating the Dust at this point.
When Iorek takes Lyra to the frozen mountaintop, Lord Azriel is trying to destroy Roger’s daemon. He thinks this will help terminate Dust. At this point, I find Lord Azriel to be a villian. Destroying daemons is what the Gobblers had done the whole story. It makes an impression to show Lord Azriel did not care if children were dying with their daemons. He does try and finish the Dust and kill the madness but in a way, Roger is not the way to do it. Lyra cares about Roger and if she is your daughter, he does not need to take the fault. Lord Azriel seems to be a villian but if stepping into the new world helps kill the Dust, Lyra must think he is going into the right direction by following him.